Statistical properties of an early stopping rule for resampling-based multiple testing.

@article{Jiang2012StatisticalPO,
  title={Statistical properties of an early stopping rule for resampling-based multiple testing.},
  author={Hui Jiang and Julia Salzman},
  journal={Biometrika},
  year={2012},
  volume={99 4},
  pages={973-980}
}
Resampling-based methods for multiple hypothesis testing often lead to long run times when the number of tests is large. This paper presents a simple rule that substantially reduces computation by allowing resampling to terminate early on a subset of tests. We prove that the method has a low probability of obtaining a set of rejected hypotheses different from those rejected without early stopping, and obtain error bounds for multiple hypothesis testing. Simulation shows that our approach saves… CONTINUE READING
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